EUR/USD: RSI(14) 20.31 (bottom 1%)
On 2026-10-13, EUR/USD closed at 1.11602, down 0.40% on the day. At the 2026-10-13 close, EUR/USD was 0.6% of the way from its 52-week low to its high. At the 2026-10-13 close, EUR/USD had an RSI(14) of 20.31, in the bottom 1% of its history since 2003, and its 20-day return of -3.36% was in the 7th percentile. RSI below 30 is conventionally termed oversold. Leveraged-money positioning is net -5.1% of open interest, at 20% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of EUR/USD were 1.13403 / 1.14967 / 1.15937, with price -1.59% / -2.93% / -3.74% against them. At the 2026-10-13 close, the 52-week range of EUR/USD was 1.11549–1.20236; it closed 7.18% below the high and 0.05% above the low. Its 20-day volatility is 0.263% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00643 (64.3 pips), 0.58% of price. It has returned -0.51% over 5 days and -2.26% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== EUR/USD (pip 0.0001) ===
>> close 1.11602 -0.397% · price < all MAs; RSI(14) 20.31 (0th pct, since 2003 (5906 obs))
cross-signal: flow signals align EUR/USD down: 20d return, daily %
price & change (as of 2026-10-13, prior 2026-10-12)
close 1.11602
change -0.00445 (-0.397%, -44.5 pips)
gap -0.00446 (-44.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.00508 (50.8 pips)
close pos 10.4% of range
moving averages (as of 2026-10-13)
20d MA 1.13403 price below by -1.59%
50d MA 1.14967 price below by -2.93%
200d MA 1.15937 price below by -3.74%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-13)
20d stdev 0.263% daily ≈ 4.2% annualised (×√252) (6th pct of own history, since 2003 (5900 obs))
vs easing-2024 avg 0.63× (0.263% vs 0.421% era avg)
ATR (as of 2026-10-13)
ATR(14) 0.00643 (64.3 pips)
ATR% 0.58% (15th pct of own history, since 2003 (5906 obs))
range/ATR 79.0%
52-week range (as of 2026-10-13)
high 1.20236 (-7.18% from high)
low 1.11549 (+0.05% from low)
momentum (as of 2026-10-13)
RSI(14) 20.31 (0th pct of own history, since 2003 (5906 obs))
returns (as of 2026-10-13)
5d return -0.51%
20d return -3.36%
60d return -2.26%
volatility by rate-era
pre-crisis (through 2008) 1.05% (from 2003-12-01)
ZIRP (2009–2015) 0.66%
tightening (2015–2018) 0.49%
ZIRP (2019–2021) 0.39%
tightening (2022–2023) 0.55%
easing (2024– ) 0.42%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -44,261 contracts (net short EUR)
net % OI -5.1%
net%OI range -8.0% … +6.5% (own 145w)
w/w change -4,996
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.50% (set 2026-09-16, deposit-facility floor)
next ECB 2026-10-29 (16 days)
USD (EFFR) 3.88% (as of 2026-10-09, daily effective)
next Fed 2026-10-28 (15 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.24% (as of 2026-10-09)
EU (euro-area AAA 10Y) 3.50% (as of 2026-10-12)
spread +1.74%
2Y yield spread (US–EU)
US (DGS2) 4.80% (as of 2026-10-09)
EU (euro-area AAA 2Y) 3.07% (as of 2026-10-12)
spread +1.73%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-13)
vs DXY -0.78
vs S&P 500 +0.19
vs DXY beta -0.69 (26w)